COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 70,477: 27,074 23,324 10,019 6,619 1,337 2,225 19,731 2,180 19,530 9,003 6,845: 1,267 1,438
Old : 70,477: 27,074 23,324 10,019 6,619 1,337 2,225 19,731 2,180 19,530 9,003 6,845: 1,267 1,438
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -100: 627 -74 356 320 -260 -760 -585 -114 200 942 -387: 238 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 33.1 14.2 9.4 1.9 3.2 28.0 3.1 27.7 12.8 9.7: 1.8 2.0
Old : 100.0: 38.4 33.1 14.2 9.4 1.9 3.2 28.0 3.1 27.7 12.8 9.7: 1.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 12 13 . 4 4 . 4 . 14 9 14:
Old : 51: 12 13 . 4 4 . 4 . 14 9 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 59.0 66.9 73.5 33.7 42.7 50.4 52.4
Old : 44.9 59.0 66.9 73.5 33.7 42.7 50.4 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 12,745: 2,115 7,464 475 1,471 391 490 1,715 300 7,692 205 589: 693 610
Old : 12,745: 2,115 7,464 475 1,471 391 490 1,715 300 7,692 205 589: 693 610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 39: -91 -46 0 -70 80 -140 -35 40 180 55 -5: -25 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 58.6 3.7 11.5 3.1 3.8 13.5 2.4 60.4 1.6 4.6: 5.4 4.8
Old : 100.0: 16.6 58.6 3.7 11.5 3.1 3.8 13.5 2.4 60.4 1.6 4.6: 5.4 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 5 7 . 4 4 . . . 9 . 4:
Old : 26: 5 7 . 4 4 . . . 9 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 54.3 75.4 79.4 49.9 46.2 66.0 63.0
Old : 53.3 54.3 75.4 79.4 49.9 46.2 66.0 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 TONS) :
: : Positions :
All : 846: 208 255 31 9 57 126 180 154 158 80 111: 1 0
Old : 846: 208 255 31 9 57 126 180 154 158 80 111: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 35: 21 -19 14 -18 18 -11 60 1 4 6 -12: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 30.1 3.7 1.0 6.7 14.9 21.3 18.2 18.6 9.5 13.2: 0.2 0.0
Old : 100.0: 24.6 30.1 3.7 1.0 6.7 14.9 21.3 18.2 18.6 9.5 13.2: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 7 6 . . . . . 4 5 5 5:
Old : 25: 7 6 . . . . . 4 5 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 52.2 78.1 77.0 33.2 30.8 39.3 38.9
Old : 56.2 52.2 78.1 77.0 33.2 30.8 39.3 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 150,383: 90,009 93,869 5,432 13,056 17,501 16,213 1,192 2,944 6,373 9,950 11,545: 365 326
Old : 150,383: 90,009 93,869 5,432 13,056 17,501 16,213 1,192 2,944 6,373 9,950 11,545: 365 326
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 118: 676 638 750 690 -760 -1,010 188 -47 948 -215 -500: 61 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 62.4 3.6 8.7 11.6 10.8 0.8 2.0 4.2 6.6 7.7: 0.2 0.2
Old : 100.0: 59.9 62.4 3.6 8.7 11.6 10.8 0.8 2.0 4.2 6.6 7.7: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 72: 40 43 . . 4 6 . 5 7 9 11:
Old : 72: 40 43 . . 4 6 . 5 7 9 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 32.3 57.6 53.2 26.7 24.8 36.4 36.6
Old : 41.4 32.3 57.6 53.2 26.7 24.8 36.4 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 47,972: 35,405 44,122 5,807 0 1,004 206 0 385 3,060 357 2,104: 0 0
Old : 47,972: 35,405 44,122 5,807 0 1,004 206 0 385 3,060 357 2,104: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 2,690: 1,751 2,540 -105 0 178 20 0 0 874 0 -28: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 92.0 12.1 0.0 2.1 0.4 0.0 0.8 6.4 0.7 4.4: 0.0 0.0
Old : 100.0: 73.8 92.0 12.1 0.0 2.1 0.4 0.0 0.8 6.4 0.7 4.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 24 25 . 0 . . 0 . 4 . .:
Old : 38: 24 25 . 0 . . 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 53.1 62.5 75.9 37.8 40.1 49.7 52.9
Old : 42.3 53.1 62.5 75.9 37.8 40.1 49.7 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 399,792: 353,901 295,935 0 64,719 28,274 11,736 0 0 933 5,916 4,948: 0 0
Old : 399,792: 353,901 295,935 0 64,719 28,274 11,736 0 0 933 5,916 4,948: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 13,609: 12,303 12,209 0 1,078 410 0 0 0 -320 -1,304 1,216: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 74.0 0.0 16.2 7.1 2.9 0.0 0.0 0.2 1.5 1.2: 0.0 0.0
Old : 100.0: 88.5 74.0 0.0 16.2 7.1 2.9 0.0 0.0 0.2 1.5 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 21 0 . . . 0 0 . . .:
Old : 32: 20 21 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 54.9 77.7 75.4 47.5 44.9 56.2 53.9
Old : 60.1 54.9 77.7 75.4 47.5 44.9 56.2 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,301,940: 1,060,146 1,037,070 144,860 62,467 50,467 4,269 55,455 17,583 22,379 76,662 2,236: 0 0
Old : 1,301,940: 1,060,146 1,037,070 144,860 62,467 50,467 4,269 55,455 17,583 22,379 76,662 2,236: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 21,790: 30,909 9,293 4,345 14,856 -4,690 0 10,713 -8,382 -392 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 79.7 11.1 4.8 3.9 0.3 4.3 1.4 1.7 5.9 0.2: 0.0 0.0
Old : 100.0: 81.4 79.7 11.1 4.8 3.9 0.3 4.3 1.4 1.7 5.9 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 32 35 . . 4 . . . 4 . .:
Old : 54: 32 35 . . 4 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 45.1 64.3 65.3 34.5 36.2 48.1 49.8
Old : 40.4 45.1 64.3 65.3 34.5 36.2 48.1 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 65,171: 53,963 39,670 7,440 18,918 1,319 0 2,144 496 1,101 1,772 852: 0 0
Old : 65,171: 53,963 39,670 7,440 18,918 1,319 0 2,144 496 1,101 1,772 852: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 1,942: 2,495 1,695 0 952 -330 0 -503 -102 -197 154 76: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 60.9 11.4 29.0 2.0 0.0 3.3 0.8 1.7 2.7 1.3: 0.0 0.0
Old : 100.0: 82.8 60.9 11.4 29.0 2.0 0.0 3.3 0.8 1.7 2.7 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 20 . . . 0 . . 4 . 4:
Old : 38: 21 20 . . . 0 . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 77.1 84.3 86.3 70.2 68.5 76.1 75.7
Old : 72.8 77.1 84.3 86.3 70.2 68.5 76.1 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 290,051: 241,578 173,435 46,929 102,926 0 0 3,232 0 1,224 10,138 320: 0 0
Old : 290,051: 241,578 173,435 46,929 102,926 0 0 3,232 0 1,224 10,138 320: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -952: -1,560 928 0 -1,904 0 0 0 0 616 32 -8: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 59.8 16.2 35.5 0.0 0.0 1.1 0.0 0.4 3.5 0.1: 0.0 0.0
Old : 100.0: 83.3 59.8 16.2 35.5 0.0 0.0 1.1 0.0 0.4 3.5 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 13 . . 0 0 . 0 . . .:
Old : 27: 14 13 . . 0 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 76.6 92.4 89.6 78.6 67.1 82.3 78.2
Old : 79.2 76.6 92.4 89.6 78.6 67.1 82.3 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 298,065: 224,036 240,458 30,462 7,872 35,695 0 6,168 7,872 0 0 0: 0 0
Old : 298,065: 224,036 240,458 30,462 7,872 35,695 0 6,168 7,872 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 12,267: 12,267 6,386 -5,881 0 5,881 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 80.7 10.2 2.6 12.0 0.0 2.1 2.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 75.2 80.7 10.2 2.6 12.0 0.0 2.1 2.6 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 19 . . . 0 . . 0 0 0:
Old : 31: 18 19 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 48.3 74.6 75.1 39.5 44.2 52.5 58.8
Old : 54.2 48.3 74.6 75.1 39.5 44.2 52.5 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 21,839: 17,099 18,738 2,203 0 2,027 0 91 296 172 69 0: 42 618
Old : 21,839: 17,099 18,738 2,203 0 2,027 0 91 296 172 69 0: 42 618
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 386: 616 727 -234 0 24 0 0 0 0 0 0: -20 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 85.8 10.1 0.0 9.3 0.0 0.4 1.4 0.8 0.3 0.0: 0.2 2.8
Old : 100.0: 78.3 85.8 10.1 0.0 9.3 0.0 0.4 1.4 0.8 0.3 0.0: 0.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 18 . 0 . 0 . . . . 0:
Old : 29: 17 18 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 59.9 70.7 79.7 40.8 54.4 55.1 62.3
Old : 49.9 59.9 70.7 79.7 40.8 54.4 55.1 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 51,461: 28,886 32,171 20,676 14,165 1,355 0 0 0 270 3,650 0: 274 120
Old : 51,461: 28,886 32,171 20,676 14,165 1,355 0 0 0 270 3,650 0: 274 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 1,840: 395 -20 1,510 180 0 0 0 0 0 1,800 0: -65 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 62.5 40.2 27.5 2.6 0.0 0.0 0.0 0.5 7.1 0.0: 0.5 0.2
Old : 100.0: 56.1 62.5 40.2 27.5 2.6 0.0 0.0 0.0 0.5 7.1 0.0: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 25 23 . . . 0 0 0 . . 0:
Old : 35: 25 23 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 53.7 74.3 75.2 55.1 53.1 65.2 70.5
Old : 58.1 53.7 74.3 75.2 55.1 53.1 65.2 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 7,250: 5,600 6,950 0 50 0 250 200 50 1,300 0 0: 50 0
Old : 7,250: 5,600 6,950 0 50 0 250 200 50 1,300 0 0: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 95.9 0.0 0.7 0.0 3.4 2.8 0.7 17.9 0.0 0.0: 0.7 0.0
Old : 100.0: 77.2 95.9 0.0 0.7 0.0 3.4 2.8 0.7 17.9 0.0 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 9 0 . 0 . . . . 0 0:
Old : 21: 10 9 0 . 0 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.6 79.3 93.8 94.5 78.6 79.3 89.7 93.1
Old : 78.6 79.3 93.8 94.5 78.6 79.3 89.7 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 67,168: 42,228 42,693 23,596 19,835 835 0 0 0 295 3,600 0: 214 205
Old : 67,168: 42,228 42,693 23,596 19,835 835 0 0 0 295 3,600 0: 214 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 1,990: 480 10 1,510 180 0 0 0 0 0 1,800 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 63.6 35.1 29.5 1.2 0.0 0.0 0.0 0.4 5.4 0.0: 0.3 0.3
Old : 100.0: 62.9 63.6 35.1 29.5 1.2 0.0 0.0 0.0 0.4 5.4 0.0: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 26 24 . . . 0 0 0 . . 0:
Old : 36: 26 24 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 56.1 72.6 74.5 52.8 55.1 68.8 71.8
Old : 54.9 56.1 72.6 74.5 52.8 55.1 68.8 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,915: 24,050 26,545 3,275 1,040 3,670 0 0 0 700 500 0: 220 160
Old : 31,915: 24,050 26,545 3,275 1,040 3,670 0 0 0 700 500 0: 220 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -1,245: -948 -1,065 25 -80 -25 0 0 0 0 -50 0: -297 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 83.2 10.3 3.3 11.5 0.0 0.0 0.0 2.2 1.6 0.0: 0.7 0.5
Old : 100.0: 75.4 83.2 10.3 3.3 11.5 0.0 0.0 0.0 2.2 1.6 0.0: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 13 . . . 0 0 0 . . 0:
Old : 27: 19 13 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 75.3 70.2 88.9 42.6 63.5 54.0 67.8
Old : 47.5 75.3 70.2 88.9 42.6 63.5 54.0 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 277,936: 171,928 262,784 75,040 0 14,416 3,936 0 0 11,880 0 736: 0 0
Old : 277,936: 171,928 262,784 75,040 0 14,416 3,936 0 0 11,880 0 736: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -11,968: -5,936 -10,560 -1,456 0 -704 -352 0 0 -1,408 0 0: -2,112 -704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 94.5 27.0 0.0 5.2 1.4 0.0 0.0 4.3 0.0 0.3: 0.0 0.0
Old : 100.0: 61.9 94.5 27.0 0.0 5.2 1.4 0.0 0.0 4.3 0.0 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 16 . 0 . . 0 0 . 0 .:
Old : 31: 17 16 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 73.4 71.9 86.4 46.7 61.2 57.6 69.3
Old : 51.8 73.4 71.9 86.4 46.7 61.2 57.6 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 7,466: 6,285 4,775 197 1,231 0 426 0 0 0 817 0: 558 643
Old : 7,466: 6,285 4,775 197 1,231 0 426 0 0 0 817 0: 558 643
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -618: -457 -478 -24 -80 -20 -40 0 0 0 40 -40: -37 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 64.0 2.6 16.5 0.0 5.7 0.0 0.0 0.0 10.9 0.0: 7.5 8.6
Old : 100.0: 84.2 64.0 2.6 16.5 0.0 5.7 0.0 0.0 0.0 10.9 0.0: 7.5 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 17 . . 0 . 0 0 0 . 0:
Old : 25: 17 17 . . 0 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 48.5 73.0 71.1 43.9 45.6 66.9 62.8
Old : 47.9 48.5 73.0 71.1 43.9 45.6 66.9 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,190: 28,255 32,515 5,530 665 3,400 0 0 0 0 500 0: 5 110
Old : 37,190: 28,255 32,515 5,530 665 3,400 0 0 0 0 500 0: 5 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -1,622: -1,364 -1,165 205 -50 -205 0 0 0 0 -135 0: -258 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 87.4 14.9 1.8 9.1 0.0 0.0 0.0 0.0 1.3 0.0: 0.0 0.3
Old : 100.0: 76.0 87.4 14.9 1.8 9.1 0.0 0.0 0.0 0.0 1.3 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 19 . . . 0 0 0 0 . 0:
Old : 31: 22 19 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 74.2 74.5 85.9 45.7 64.1 62.2 69.7
Old : 46.9 74.2 74.5 85.9 45.7 64.1 62.2 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,310: 18,690 19,405 2,850 3,235 2,560 0 0 0 1,000 0 0: 210 110
Old : 25,310: 18,690 19,405 2,850 3,235 2,560 0 0 0 1,000 0 0: 210 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -1,139: -764 -991 -165 -45 0 0 0 0 -100 -50 0: -110 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 76.7 11.3 12.8 10.1 0.0 0.0 0.0 4.0 0.0 0.0: 0.8 0.4
Old : 100.0: 73.8 76.7 11.3 12.8 10.1 0.0 0.0 0.0 4.0 0.0 0.0: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 16 . . . 0 0 0 . 0 0:
Old : 25: 18 16 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 68.6 74.0 90.8 47.5 59.1 63.3 73.2
Old : 55.2 68.6 74.0 90.8 47.5 59.1 63.3 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 19,525: 14,027 14,560 2,225 2,404 1,521 426 0 0 605 0 422: 299 618
Old : 19,525: 14,027 14,560 2,225 2,404 1,521 426 0 0 605 0 422: 299 618
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -869: -394 -822 -184 -40 110 -20 0 0 -221 -40 -20: -140 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 74.6 11.4 12.3 7.8 2.2 0.0 0.0 3.1 0.0 2.2: 1.5 3.2
Old : 100.0: 71.8 74.6 11.4 12.3 7.8 2.2 0.0 0.0 3.1 0.0 2.2: 1.5 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 19 . . . . 0 0 . 0 .:
Old : 30: 17 19 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 50.9 69.9 76.4 34.4 44.9 51.3 59.0
Old : 46.0 50.9 69.9 76.4 34.4 44.9 51.3 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 55,856: 51,255 45,331 1,749 3,313 2,160 0 160 0 330 4,356 345: 17 191
Old : 55,856: 51,255 45,331 1,749 3,313 2,160 0 160 0 330 4,356 345: 17 191
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 1,537: 1,339 910 0 -13 232 0 0 0 -50 381 18: -2 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 81.2 3.1 5.9 3.9 0.0 0.3 0.0 0.6 7.8 0.6: 0.0 0.3
Old : 100.0: 91.8 81.2 3.1 5.9 3.9 0.0 0.3 0.0 0.6 7.8 0.6: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 21 . . . 0 . 0 . . .:
Old : 40: 26 21 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 54.3 74.3 79.5 49.8 48.1 70.5 71.2
Old : 49.8 54.3 74.3 79.5 49.8 48.1 70.5 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 76,028: 69,058 51,340 2,874 3,803 2,132 310 597 276 406 16,860 949: 23 71
Old : 76,028: 69,058 51,340 2,874 3,803 2,132 310 597 276 406 16,860 949: 23 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 1,686: 1,689 670 -180 -40 275 0 -15 0 0 892 -98: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 67.5 3.8 5.0 2.8 0.4 0.8 0.4 0.5 22.2 1.2: 0.0 0.1
Old : 100.0: 90.8 67.5 3.8 5.0 2.8 0.4 0.8 0.4 0.5 22.2 1.2: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 28 27 . . . . . . . 6 5:
Old : 51: 28 27 . . . . . . . 6 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 53.8 64.9 78.8 40.8 51.6 56.9 66.8
Old : 43.9 53.8 64.9 78.8 40.8 51.6 56.9 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,845: 29,380 32,350 6,840 4,760 495 0 0 0 855 0 0: 275 240
Old : 37,845: 29,380 32,350 6,840 4,760 495 0 0 0 855 0 0: 275 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 120: 120 0 0 240 -120 0 0 0 120 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 85.5 18.1 12.6 1.3 0.0 0.0 0.0 2.3 0.0 0.0: 0.7 0.6
Old : 100.0: 77.6 85.5 18.1 12.6 1.3 0.0 0.0 0.0 2.3 0.0 0.0: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 18 8 . . . 0 0 0 . 0 0:
Old : 24: 18 8 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 96.4 75.1 99.1 52.3 93.3 71.8 93.3
Old : 52.3 96.4 75.1 99.1 52.3 93.3 71.8 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,230: 32,915 34,830 9,290 6,620 2,380 0 0 0 1,430 2,400 0: 215 0
Old : 46,230: 32,915 34,830 9,290 6,620 2,380 0 0 0 1,430 2,400 0: 215 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 200: 120 60 0 180 -40 0 0 0 120 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 75.3 20.1 14.3 5.1 0.0 0.0 0.0 3.1 5.2 0.0: 0.5 0.0
Old : 100.0: 71.2 75.3 20.1 14.3 5.1 0.0 0.0 0.0 3.1 5.2 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 20 12 . . . 0 0 0 . . 0:
Old : 27: 20 12 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 91.0 73.1 98.4 45.3 87.1 70.3 92.4
Old : 46.1 91.0 73.1 98.4 45.3 87.1 70.3 92.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 271,639: 197,816 245,674 13,404 14,836 8,378 0 0 0 49,740 450 2,301: 0 0
Old : 271,639: 197,816 245,674 13,404 14,836 8,378 0 0 0 49,740 450 2,301: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 4,039: -794 4,039 0 1,200 -1,200 0 0 0 6,033 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 90.4 4.9 5.5 3.1 0.0 0.0 0.0 18.3 0.2 0.8: 0.0 0.0
Old : 100.0: 72.8 90.4 4.9 5.5 3.1 0.0 0.0 0.0 18.3 0.2 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 24 . . . 0 0 0 . . .:
Old : 35: 21 24 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 48.0 78.9 68.6 57.7 46.0 72.1 61.2
Old : 61.1 48.0 78.9 68.6 57.7 46.0 72.1 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 24,100: 14,142 19,953 555 615 1,148 0 372 609 6,374 642 485: 788 276
Old : 24,100: 14,142 19,953 555 615 1,148 0 372 609 6,374 642 485: 788 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 240: 52 -42 -137 232 7 0 1 -1 320 43 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 82.8 2.3 2.6 4.8 0.0 1.5 2.5 26.4 2.7 2.0: 3.3 1.1
Old : 100.0: 58.7 82.8 2.3 2.6 4.8 0.0 1.5 2.5 26.4 2.7 2.0: 3.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 26 . . . 0 . . . . .:
Old : 39: 20 26 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 45.0 75.8 58.7 56.9 41.8 68.5 53.1
Old : 60.0 45.0 75.8 58.7 56.9 41.8 68.5 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 37,408: 27,738 36,754 8,497 0 155 548 0 0 291 320 179: 0 0
Old : 37,408: 27,738 36,754 8,497 0 155 548 0 0 291 320 179: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 1,363: 974 1,262 130 0 0 52 0 0 158 52 49: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 98.3 22.7 0.0 0.4 1.5 0.0 0.0 0.8 0.9 0.5: 0.0 0.0
Old : 100.0: 74.1 98.3 22.7 0.0 0.4 1.5 0.0 0.0 0.8 0.9 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 16 . 0 . . 0 0 . . .:
Old : 29: 14 16 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 84.1 93.1 94.3 72.2 78.2 84.5 85.0
Old : 75.5 84.1 93.1 94.3 72.2 78.2 84.5 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 294,276: 245,288 201,400 7,872 40,748 33,328 4,680 15,692 3,108 0 0 0: 0 0
Old : 294,276: 245,288 201,400 7,872 40,748 33,328 4,680 15,692 3,108 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -368: -368 -368 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 68.4 2.7 13.8 11.3 1.6 5.3 1.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.4 68.4 2.7 13.8 11.3 1.6 5.3 1.1 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 14 . . . . . . 0 0 0:
Old : 25: 13 14 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 69.0 89.7 88.3 68.7 53.5 74.9 69.8
Old : 73.8 69.0 89.7 88.3 68.7 53.5 74.9 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 18,530: 13,769 13,488 184 654 1,742 945 0 1,018 0 606 84: 788 938
Old : 18,530: 13,769 13,488 184 654 1,742 945 0 1,018 0 606 84: 788 938
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 147: 254 -1 0 255 -107 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 72.8 1.0 3.5 9.4 5.1 0.0 5.5 0.0 3.3 0.5: 4.3 5.1
Old : 100.0: 74.3 72.8 1.0 3.5 9.4 5.1 0.0 5.5 0.0 3.3 0.5: 4.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 13 . . . . 0 . 0 . .:
Old : 23: 13 13 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 63.9 80.1 81.8 53.8 51.4 63.3 60.4
Old : 60.8 63.9 80.1 81.8 53.8 51.4 63.3 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 12,705: 10,056 10,020 1,909 975 249 86 408 0 106 306 170: 129 577
Old : 12,705: 10,056 10,020 1,909 975 249 86 408 0 106 306 170: 129 577
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 121: 336 329 -23 0 -20 0 0 0 0 0 0: -172 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 78.9 15.0 7.7 2.0 0.7 3.2 0.0 0.8 2.4 1.3: 1.0 4.5
Old : 100.0: 79.1 78.9 15.0 7.7 2.0 0.7 3.2 0.0 0.8 2.4 1.3: 1.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 18 . . . . . 0 . . .:
Old : 30: 17 18 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 42.4 79.4 64.9 39.9 28.4 52.4 46.9
Old : 60.9 42.4 79.4 64.9 39.9 28.4 52.4 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 150,741: 115,420 103,817 35,321 40,644 0 0 6,280 0 0 0 0: 0 0
Old : 150,741: 115,420 103,817 35,321 40,644 0 0 6,280 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 3,961: 1,200 3,961 2,761 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 68.9 23.4 27.0 0.0 0.0 4.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 76.6 68.9 23.4 27.0 0.0 0.0 4.2 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 14 . . 0 0 . 0 0 0 0:
Old : 26: 17 14 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 57.1 83.7 82.7 56.8 51.5 73.0 69.5
Old : 65.7 57.1 83.7 82.7 56.8 51.5 73.0 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 20,378: 15,506 11,360 893 4,431 2,409 0 458 1,384 134 284 52: 0 0
Old : 20,378: 15,506 11,360 893 4,431 2,409 0 458 1,384 134 284 52: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 331: 308 -29 151 335 25 0 126 -126 -27 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 55.7 4.4 21.7 11.8 0.0 2.2 6.8 0.7 1.4 0.3: 0.0 0.0
Old : 100.0: 76.1 55.7 4.4 21.7 11.8 0.0 2.2 6.8 0.7 1.4 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 12 . . . 0 . . . . .:
Old : 24: 17 12 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 64.5 80.4 87.7 49.5 50.8 63.6 62.6
Old : 56.5 64.5 80.4 87.7 49.5 50.8 63.6 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 186,472: 138,683 97,437 20,129 58,143 27,660 0 0 0 0 3,232 0: 0 0
Old : 186,472: 138,683 97,437 20,129 58,143 27,660 0 0 0 0 3,232 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 0: 1,296 1,854 0 -558 -1,296 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 52.3 10.8 31.2 14.8 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 74.4 52.3 10.8 31.2 14.8 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 13 . . . 0 0 0 0 . 0:
Old : 20: 12 13 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.9 77.7 93.4 92.5 67.2 61.3 73.4 72.4
Old : 78.9 77.7 93.4 92.5 67.2 61.3 73.4 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,130: 13,210 15,570 1,270 380 2,835 420 0 300 280 0 45: 770 0
Old : 19,130: 13,210 15,570 1,270 380 2,835 420 0 300 280 0 45: 770 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 81.4 6.6 2.0 14.8 2.2 0.0 1.6 1.5 0.0 0.2: 4.0 0.0
Old : 100.0: 69.1 81.4 6.6 2.0 14.8 2.2 0.0 1.6 1.5 0.0 0.2: 4.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 13 . . . . 0 . . 0 .:
Old : 26: 16 13 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 86.8 84.4 96.3 57.6 71.6 64.6 74.6
Old : 73.7 86.8 84.4 96.3 57.6 71.6 64.6 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,380: 13,995 15,735 1,270 380 2,765 420 0 300 130 0 200: 300 0
Old : 19,380: 13,995 15,735 1,270 380 2,765 420 0 300 130 0 200: 300 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 81.2 6.6 2.0 14.3 2.2 0.0 1.5 0.7 0.0 1.0: 1.5 0.0
Old : 100.0: 72.2 81.2 6.6 2.0 14.3 2.2 0.0 1.5 0.7 0.0 1.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 14 . . . . 0 . . 0 .:
Old : 30: 19 14 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 85.6 83.9 94.9 56.6 71.6 64.7 74.9
Old : 72.1 85.6 83.9 94.9 56.6 71.6 64.7 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 550,684: 345,841 216,113 6,070 64,703 113,951 0 63,726 4,960 2,990 10,321 75,843: 1,029 1,067
Old : 550,684: 345,841 216,113 6,070 64,703 113,951 0 63,726 4,960 2,990 10,321 75,843: 1,029 1,067
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 23,869: 14,075 3,772 -1 1,552 11,745 0 639 222 -5,697 2,406 3,528: -3 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 39.2 1.1 11.7 20.7 0.0 11.6 0.9 0.5 1.9 13.8: 0.2 0.2
Old : 100.0: 62.8 39.2 1.1 11.7 20.7 0.0 11.6 0.9 0.5 1.9 13.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 16 . . . 0 . . . . .:
Old : 24: 14 16 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 53.3 88.7 80.3 29.4 28.3 32.4 32.1
Old : 60.7 53.3 88.7 80.3 29.4 28.3 32.4 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,110: 10,015 6,325 1,350 5,520 265 0 0 0 180 0 0: 300 0
Old : 12,110: 10,015 6,325 1,350 5,520 265 0 0 0 180 0 0: 300 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -250: 0 0 -300 -300 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 52.2 11.1 45.6 2.2 0.0 0.0 0.0 1.5 0.0 0.0: 2.5 0.0
Old : 100.0: 82.7 52.2 11.1 45.6 2.2 0.0 0.0 0.0 1.5 0.0 0.0: 2.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 10 . . . 0 0 0 . 0 0:
Old : 22: 9 10 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 77.0 92.1 90.8 64.6 77.0 85.0 88.4
Old : 71.7 77.0 92.1 90.8 64.6 77.0 85.0 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,690: 9,307 26,585 20,725 3,725 2,275 25 0 75 0 0 0: 283 30
Old : 32,690: 9,307 26,585 20,725 3,725 2,275 25 0 75 0 0 0: 283 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -150: 25 0 -725 -600 450 25 -75 75 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 81.3 63.4 11.4 7.0 0.1 0.0 0.2 0.0 0.0 0.0: 0.9 0.1
Old : 100.0: 28.5 81.3 63.4 11.4 7.0 0.1 0.0 0.2 0.0 0.0 0.0: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 12 . . . . 0 . 0 0 0:
Old : 23: 12 12 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.9 79.8 91.6 96.3 74.0 73.6 81.0 81.8
Old : 80.9 79.8 91.6 96.3 74.0 73.6 81.0 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 30,345: 8,045 23,850 18,115 2,675 3,730 25 0 75 70 0 15: 270 0
Old : 30,345: 8,045 23,850 18,115 2,675 3,730 25 0 75 70 0 15: 270 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -335: 25 0 -725 -600 265 25 -75 75 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 78.6 59.7 8.8 12.3 0.1 0.0 0.2 0.2 0.0 0.0: 0.9 0.0
Old : 100.0: 26.5 78.6 59.7 8.8 12.3 0.1 0.0 0.2 0.2 0.0 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 . . . . 0 . . 0 .:
Old : 23: 12 11 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 81.0 92.7 96.7 71.1 69.2 78.2 80.1
Old : 80.3 81.0 92.7 96.7 71.1 69.2 78.2 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,790: 11,740 13,680 2,070 0 1,500 0 550 0 0 0 0: 480 60
Old : 15,790: 11,740 13,680 2,070 0 1,500 0 550 0 0 0 0: 480 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 86.6 13.1 0.0 9.5 0.0 3.5 0.0 0.0 0.0 0.0: 3.0 0.4
Old : 100.0: 74.4 86.6 13.1 0.0 9.5 0.0 3.5 0.0 0.0 0.0 0.0: 3.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 11 . 0 . 0 . 0 0 0 0:
Old : 21: 9 11 . 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 76.6 90.4 92.3 63.5 74.9 82.1 83.9
Old : 66.2 76.6 90.4 92.3 63.5 74.9 82.1 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,968: 19,548 10,883 0 8,480 275 0 150 0 0 100 75: 70 5
Old : 19,968: 19,548 10,883 0 8,480 275 0 150 0 0 100 75: 70 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 440: 375 300 0 50 100 0 0 0 0 0 0: -35 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.9 54.5 0.0 42.5 1.4 0.0 0.8 0.0 0.0 0.5 0.4: 0.4 0.0
Old : 100.0: 97.9 54.5 0.0 42.5 1.4 0.0 0.8 0.0 0.0 0.5 0.4: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 14 0 . . 0 . 0 0 . .:
Old : 24: 12 14 0 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 65.4 94.8 86.8 76.6 63.8 86.8 82.0
Old : 80.3 65.4 94.8 86.8 76.6 63.8 86.8 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,887: 20,037 11,112 0 8,965 630 0 150 0 100 0 25: 95 5
Old : 20,887: 20,037 11,112 0 8,965 630 0 150 0 100 0 25: 95 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 240: 179 100 0 50 100 0 0 0 0 0 0: -39 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.9 53.2 0.0 42.9 3.0 0.0 0.7 0.0 0.5 0.0 0.1: 0.5 0.0
Old : 100.0: 95.9 53.2 0.0 42.9 3.0 0.0 0.7 0.0 0.5 0.0 0.1: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 12 0 . . 0 . 0 . 0 .:
Old : 23: 12 12 0 . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 78.0 91.2 94.9 64.3 59.6 77.1 76.3
Old : 74.1 78.0 91.2 94.9 64.3 59.6 77.1 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 108,549: 94,704 79,557 3,565 16,335 9,205 270 1,232 480 75 1,635 65: 185 40
Old : 108,549: 94,704 79,557 3,565 16,335 9,205 270 1,232 480 75 1,635 65: 185 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 365: 190 315 -650 -825 850 0 0 0 0 50 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 73.3 3.3 15.0 8.5 0.2 1.1 0.4 0.1 1.5 0.1: 0.2 0.0
Old : 100.0: 87.2 73.3 3.3 15.0 8.5 0.2 1.1 0.4 0.1 1.5 0.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 31 29 . . 4 . . . . 5 .:
Old : 50: 31 29 . . 4 . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 60.5 68.9 86.4 43.6 55.2 60.0 68.9
Old : 44.1 60.5 68.9 86.4 43.6 55.2 60.0 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 127,672: 109,095 94,490 5,345 13,358 11,982 470 5,317 555 0 1,780 160: 65 30
Old : 127,672: 109,095 94,490 5,345 13,358 11,982 470 5,317 555 0 1,780 160: 65 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 675: 375 675 -700 -1,200 1,025 0 250 0 0 -100 0: -25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 74.0 4.2 10.5 9.4 0.4 4.2 0.4 0.0 1.4 0.1: 0.1 0.0
Old : 100.0: 85.4 74.0 4.2 10.5 9.4 0.4 4.2 0.4 0.0 1.4 0.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 33 30 . . 4 . . . 0 4 .:
Old : 50: 33 30 . . 4 . . . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 58.5 63.2 81.8 41.7 51.4 58.2 68.4
Old : 42.0 58.5 63.2 81.8 41.7 51.4 58.2 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 190,692: 144,502 140,102 15,939 5,840 8,844 5,100 5,255 9,765 3,177 17,511 3,303: 62 72
Old : 190,692: 144,502 140,102 15,939 5,840 8,844 5,100 5,255 9,765 3,177 17,511 3,303: 62 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -138: 22 2,503 -1,007 -2,103 513 40 -15 10 54 -1,345 265: -35 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 73.5 8.4 3.1 4.6 2.7 2.8 5.1 1.7 9.2 1.7: 0.0 0.0
Old : 100.0: 75.8 73.5 8.4 3.1 4.6 2.7 2.8 5.1 1.7 9.2 1.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 72: 36 40 4 . 4 . 5 . 5 8 7:
Old : 72: 36 40 4 . 4 . 5 . 5 8 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 57.0 55.6 71.6 32.4 50.3 47.6 58.1
Old : 35.4 57.0 55.6 71.6 32.4 50.3 47.6 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 121,973: 111,285 91,011 5,274 16,937 2,612 0 3,933 2,105 415 5,110 225: 57 40
Old : 121,973: 111,285 91,011 5,274 16,937 2,612 0 3,933 2,105 415 5,110 225: 57 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 35: 752 182 -280 245 -437 0 45 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 74.6 4.3 13.9 2.1 0.0 3.2 1.7 0.3 4.2 0.2: 0.0 0.0
Old : 100.0: 91.2 74.6 4.3 13.9 2.1 0.0 3.2 1.7 0.3 4.2 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 32 29 . . 4 0 . . . 4 .:
Old : 48: 32 29 . . 4 0 . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 65.5 60.5 80.3 37.6 56.9 54.8 66.5
Old : 38.0 65.5 60.5 80.3 37.6 56.9 54.8 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,095: 40,340 38,745 3,530 6,010 3,110 180 175 0 785 0 30: 120 25
Old : 48,095: 40,340 38,745 3,530 6,010 3,110 180 175 0 785 0 30: 120 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -160: 15 90 -100 -375 25 0 100 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 80.6 7.3 12.5 6.5 0.4 0.4 0.0 1.6 0.0 0.1: 0.2 0.1
Old : 100.0: 83.9 80.6 7.3 12.5 6.5 0.4 0.4 0.0 1.6 0.0 0.1: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 9 . . . . . 0 . 0 .:
Old : 29: 20 9 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 93.8 81.8 98.2 59.4 87.1 76.7 89.7
Old : 61.1 93.8 81.8 98.2 59.4 87.1 76.7 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,990: 37,430 39,660 2,805 995 4,015 0 175 0 645 75 0: 95 70
Old : 44,990: 37,430 39,660 2,805 995 4,015 0 175 0 645 75 0: 95 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 65: -15 85 -100 -300 180 0 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 88.2 6.2 2.2 8.9 0.0 0.4 0.0 1.4 0.2 0.0: 0.2 0.2
Old : 100.0: 83.2 88.2 6.2 2.2 8.9 0.0 0.4 0.0 1.4 0.2 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 8 . . . 0 . 0 . . 0:
Old : 29: 20 8 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 94.4 82.5 98.7 60.3 85.4 76.2 88.5
Old : 63.2 94.4 82.5 98.7 60.3 85.4 76.2 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 30,172: 26,996 19,536 0 8,515 1,811 950 0 250 0 0 0: 165 60
Old : 30,172: 26,996 19,536 0 8,515 1,811 950 0 250 0 0 0: 165 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 140: 190 -290 -5 475 -45 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 64.7 0.0 28.2 6.0 3.1 0.0 0.8 0.0 0.0 0.0: 0.5 0.2
Old : 100.0: 89.5 64.7 0.0 28.2 6.0 3.1 0.0 0.8 0.0 0.0 0.0: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 22 0 . . . 0 . 0 0 0:
Old : 32: 23 22 0 . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 51.8 70.3 79.4 39.6 44.9 59.7 70.1
Old : 47.6 51.8 70.3 79.4 39.6 44.9 59.7 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh :
: : Positions :
All : 20,860: 15,495 17,035 1,000 1,340 2,365 750 0 0 1,250 0 0: 0 120
Old : 20,860: 15,495 17,035 1,000 1,340 2,365 750 0 0 1,250 0 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -1,193: -623 -973 -370 -130 0 -75 0 0 -125 0 0: 0 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 81.7 4.8 6.4 11.3 3.6 0.0 0.0 6.0 0.0 0.0: 0.0 0.6
Old : 100.0: 74.3 81.7 4.8 6.4 11.3 3.6 0.0 0.0 6.0 0.0 0.0: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 15 . . . . 0 0 . 0 0:
Old : 26: 18 15 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 55.9 66.5 84.8 37.2 50.6 54.4 70.1
Old : 43.2 55.9 66.5 84.8 37.2 50.6 54.4 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 217,409: 138,486 108,320 0 35,762 55,119 9,597 0 14,090 0 4,046 0: 117 71
Old : 217,409: 138,486 108,320 0 35,762 55,119 9,597 0 14,090 0 4,046 0: 117 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 3,392: 3,911 752 0 915 -545 21 0 4 0 2,268 0: 1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 49.8 0.0 16.4 25.4 4.4 0.0 6.5 0.0 1.9 0.0: 0.1 0.0
Old : 100.0: 63.7 49.8 0.0 16.4 25.4 4.4 0.0 6.5 0.0 1.9 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 15 0 . . . 0 . 0 . 0:
Old : 26: 19 15 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 73.0 84.2 88.6 30.5 36.6 35.6 38.6
Old : 56.1 73.0 84.2 88.6 30.5 36.6 35.6 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,467: 23,457 29,052 5,815 250 0 0 0 0 0 0 0: 1,195 1,165
Old : 30,467: 23,457 29,052 5,815 250 0 0 0 0 0 0 0: 1,195 1,165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 1,410: 1,435 1,415 275 0 0 0 0 0 0 0 0: -300 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 95.4 19.1 0.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.9 3.8
Old : 100.0: 77.0 95.4 19.1 0.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 14 . . 0 0 0 0 0 0 0:
Old : 22: 13 14 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 62.1 92.0 85.8 64.3 58.1 76.7 74.8
Old : 77.4 62.1 92.0 85.8 64.3 58.1 76.7 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,525: 20,405 26,005 5,930 250 0 0 0 0 0 0 0: 1,190 1,270
Old : 27,525: 20,405 26,005 5,930 250 0 0 0 0 0 0 0: 1,190 1,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 94.5 21.5 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.3 4.6
Old : 100.0: 74.1 94.5 21.5 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 15 . . 0 0 0 0 0 0 0:
Old : 20: 12 15 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.6 62.3 93.9 86.4 68.5 56.9 74.6 72.0
Old : 83.6 62.3 93.9 86.4 68.5 56.9 74.6 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,393: 17,638 20,401 7,002 4,074 1,567 125 975 0 1,339 1,100 0: 722 276
Old : 28,393: 17,638 20,401 7,002 4,074 1,567 125 975 0 1,339 1,100 0: 722 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 1,513: 1,353 938 -140 300 300 0 -25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 71.9 24.7 14.3 5.5 0.4 3.4 0.0 4.7 3.9 0.0: 2.5 1.0
Old : 100.0: 62.1 71.9 24.7 14.3 5.5 0.4 3.4 0.0 4.7 3.9 0.0: 2.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 14 . . . . . 0 . . 0:
Old : 30: 16 14 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 50.7 79.3 74.0 46.5 49.6 67.9 67.2
Old : 52.4 50.7 79.3 74.0 46.5 49.6 67.9 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,650: 13,506 13,601 1,635 3,057 690 300 0 0 852 0 7: 660 295
Old : 17,650: 13,506 13,601 1,635 3,057 690 300 0 0 852 0 7: 660 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -115: -140 -155 25 40 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 77.1 9.3 17.3 3.9 1.7 0.0 0.0 4.8 0.0 0.0: 3.7 1.7
Old : 100.0: 76.5 77.1 9.3 17.3 3.9 1.7 0.0 0.0 4.8 0.0 0.0: 3.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 14 . . . . 0 0 . 0 .:
Old : 26: 14 14 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 52.3 71.6 76.6 46.2 52.1 63.9 71.0
Old : 51.5 52.3 71.6 76.6 46.2 52.1 63.9 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,960: 29,341 15,085 608 12,371 820 0 3,707 0 1,532 450 455: 204 72
Old : 32,960: 29,341 15,085 608 12,371 820 0 3,707 0 1,532 450 455: 204 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 535: 460 536 0 -171 70 0 75 0 0 25 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 45.8 1.8 37.5 2.5 0.0 11.2 0.0 4.6 1.4 1.4: 0.6 0.2
Old : 100.0: 89.0 45.8 1.8 37.5 2.5 0.0 11.2 0.0 4.6 1.4 1.4: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 25 19 . . . 0 . 0 4 . .:
Old : 39: 25 19 . . . 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 50.8 72.4 77.5 53.2 48.8 65.4 74.3
Old : 56.9 50.8 72.4 77.5 53.2 48.8 65.4 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,266: 18,426 13,787 0 4,814 1,545 45 0 5 0 0 0: 245 115
Old : 20,266: 18,426 13,787 0 4,814 1,545 45 0 5 0 0 0: 245 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 490: 155 420 0 -265 335 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 68.0 0.0 23.8 7.6 0.2 0.0 0.0 0.0 0.0 0.0: 1.2 0.6
Old : 100.0: 90.9 68.0 0.0 23.8 7.6 0.2 0.0 0.0 0.0 0.0 0.0: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 14 0 4 . . 0 . 0 0 0:
Old : 30: 19 14 0 4 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 60.0 74.5 82.4 51.4 58.2 68.4 77.8
Old : 54.1 60.0 74.5 82.4 51.4 58.2 68.4 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,090: 13,051 17,823 6,341 660 1,092 0 425 0 0 1,005 85: 521 0
Old : 21,090: 13,051 17,823 6,341 660 1,092 0 425 0 0 1,005 85: 521 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 84.5 30.1 3.1 5.2 0.0 2.0 0.0 0.0 4.8 0.4: 2.5 0.0
Old : 100.0: 61.9 84.5 30.1 3.1 5.2 0.0 2.0 0.0 0.0 4.8 0.4: 2.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 14 4 . . 0 . 0 0 . .:
Old : 28: 16 14 4 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 67.4 82.7 83.8 52.1 65.0 77.4 79.5
Old : 57.4 67.4 82.7 83.8 52.1 65.0 77.4 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,851: 32,676 21,769 2,050 12,317 865 0 525 0 0 0 0: 260 375
Old : 35,851: 32,676 21,769 2,050 12,317 865 0 525 0 0 0 0: 260 375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 1,355: 1,735 290 10 1,335 -350 0 75 0 0 0 0: -40 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 60.7 5.7 34.4 2.4 0.0 1.5 0.0 0.0 0.0 0.0: 0.7 1.0
Old : 100.0: 91.1 60.7 5.7 34.4 2.4 0.0 1.5 0.0 0.0 0.0 0.0: 0.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 24 19 . . . 0 . 0 0 0 0:
Old : 30: 24 19 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 55.4 63.8 80.1 38.7 52.0 59.5 70.2
Old : 39.5 55.4 63.8 80.1 38.7 52.0 59.5 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 18,656: 12,649 15,344 3,125 1,010 1,930 0 0 0 505 0 8: 439 364
Old : 18,656: 12,649 15,344 3,125 1,010 1,930 0 0 0 505 0 8: 439 364
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 300: 120 300 180 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 82.2 16.8 5.4 10.3 0.0 0.0 0.0 2.7 0.0 0.0: 2.4 2.0
Old : 100.0: 67.8 82.2 16.8 5.4 10.3 0.0 0.0 0.0 2.7 0.0 0.0: 2.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 17 13 . . . 0 0 0 . 0 .:
Old : 22: 17 13 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 77.4 71.0 92.1 36.5 65.2 51.6 65.6
Old : 45.1 77.4 71.0 92.1 36.5 65.2 51.6 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 13,605: 7,325 10,540 1,835 0 3,020 0 0 0 695 0 0: 730 45
Old : 13,605: 7,325 10,540 1,835 0 3,020 0 0 0 695 0 0: 730 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 330: 300 630 300 0 -300 0 0 0 30 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 77.5 13.5 0.0 22.2 0.0 0.0 0.0 5.1 0.0 0.0: 5.4 0.3
Old : 100.0: 53.8 77.5 13.5 0.0 22.2 0.0 0.0 0.0 5.1 0.0 0.0: 5.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 16 12 . 0 . 0 0 0 . 0 0:
Old : 21: 16 12 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 61.1 73.0 84.7 30.3 39.3 41.1 51.2
Old : 49.8 61.1 73.0 84.7 30.3 39.3 41.1 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,480: 23,497 29,897 11,855 4,580 0 0 0 0 0 725 0: 4,128 4,278
Old : 39,480: 23,497 29,897 11,855 4,580 0 0 0 0 0 725 0: 4,128 4,278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 75.7 30.0 11.6 0.0 0.0 0.0 0.0 0.0 1.8 0.0: 10.5 10.8
Old : 100.0: 59.5 75.7 30.0 11.6 0.0 0.0 0.0 0.0 0.0 1.8 0.0: 10.5 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 18 . . 0 0 0 0 0 . 0:
Old : 23: 12 18 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 47.4 88.7 71.8 78.2 47.1 79.6 67.5
Old : 79.1 47.4 88.7 71.8 78.2 47.1 79.6 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,976: 21,938 27,318 11,005 4,750 0 0 0 0 0 725 0: 4,033 4,183
Old : 36,976: 21,938 27,318 11,005 4,750 0 0 0 0 0 725 0: 4,033 4,183
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 73.9 29.8 12.8 0.0 0.0 0.0 0.0 0.0 2.0 0.0: 10.9 11.3
Old : 100.0: 59.3 73.9 29.8 12.8 0.0 0.0 0.0 0.0 0.0 2.0 0.0: 10.9 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 18 . . 0 0 0 0 0 . 0:
Old : 23: 10 18 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.8 46.3 88.3 69.5 77.2 46.3 78.2 65.2
Old : 81.8 46.3 88.3 69.5 77.2 46.3 78.2 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 42,495: 38,765 7,305 900 7,695 480 0 12,900 300 175 12,290 105: 1,770 1,420
Old : 42,495: 38,765 7,305 900 7,695 480 0 12,900 300 175 12,290 105: 1,770 1,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 480: 780 0 0 600 0 0 0 0 0 180 0: -300 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 17.2 2.1 18.1 1.1 0.0 30.4 0.7 0.4 28.9 0.2: 4.2 3.3
Old : 100.0: 91.2 17.2 2.1 18.1 1.1 0.0 30.4 0.7 0.4 28.9 0.2: 4.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 15 . . . 0 . . . . .:
Old : 29: 15 15 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 77.2 85.4 88.5 70.7 76.1 80.1 82.2
Old : 74.8 77.2 85.4 88.5 70.7 76.1 80.1 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,070: 36,950 7,780 650 9,455 530 0 12,675 510 75 8,015 0: 1,355 1,105
Old : 40,070: 36,950 7,780 650 9,455 530 0 12,675 510 75 8,015 0: 1,355 1,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 480: 780 0 0 600 0 0 0 0 0 180 0: -300 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 19.4 1.6 23.6 1.3 0.0 31.6 1.3 0.2 20.0 0.0: 3.4 2.8
Old : 100.0: 92.2 19.4 1.6 23.6 1.3 0.0 31.6 1.3 0.2 20.0 0.0: 3.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 14 . . . 0 . . . . 0:
Old : 29: 15 14 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 75.6 85.5 88.7 73.5 73.4 83.3 81.6
Old : 74.5 75.6 85.5 88.7 73.5 73.4 83.3 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,798: 17,135 28,075 10,977 875 4,013 790 0 340 2,025 2,085 95: 1,423 1,315
Old : 36,798: 17,135 28,075 10,977 875 4,013 790 0 340 2,025 2,085 95: 1,423 1,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 1,000: 900 1,000 0 0 0 100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 76.3 29.8 2.4 10.9 2.1 0.0 0.9 5.5 5.7 0.3: 3.9 3.6
Old : 100.0: 46.6 76.3 29.8 2.4 10.9 2.1 0.0 0.9 5.5 5.7 0.3: 3.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 9 . . . . 0 . . . .:
Old : 25: 15 9 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 78.1 83.5 92.8 55.0 69.6 72.0 77.0
Old : 63.7 78.1 83.5 92.8 55.0 69.6 72.0 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,485: 15,250 26,760 11,410 450 3,135 840 0 340 2,025 2,460 95: 1,390 1,245
Old : 34,485: 15,250 26,760 11,410 450 3,135 840 0 340 2,025 2,460 95: 1,390 1,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 1,000: 900 1,000 0 0 0 100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 77.6 33.1 1.3 9.1 2.4 0.0 1.0 5.9 7.1 0.3: 4.0 3.6
Old : 100.0: 44.2 77.6 33.1 1.3 9.1 2.4 0.0 1.0 5.9 7.1 0.3: 4.0 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 9 . . . . 0 . . . .:
Old : 24: 14 9 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 76.3 84.4 92.5 55.7 68.5 72.4 76.7
Old : 63.6 76.3 84.4 92.5 55.7 68.5 72.4 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,020: 23,970 19,230 9,930 325 2,765 0 13,705 0 0 750 0: 355 245
Old : 37,020: 23,970 19,230 9,930 325 2,765 0 13,705 0 0 750 0: 355 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 51.9 26.8 0.9 7.5 0.0 37.0 0.0 0.0 2.0 0.0: 1.0 0.7
Old : 100.0: 64.7 51.9 26.8 0.9 7.5 0.0 37.0 0.0 0.0 2.0 0.0: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 8 . . . 0 . 0 0 . 0:
Old : 24: 13 8 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 89.6 91.2 95.9 71.0 84.9 83.1 89.1
Old : 77.6 89.6 91.2 95.9 71.0 84.9 83.1 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,805: 19,750 16,485 9,855 475 2,615 0 12,755 0 0 0 0: 585 475
Old : 32,805: 19,750 16,485 9,855 475 2,615 0 12,755 0 0 0 0: 585 475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 50.3 30.0 1.4 8.0 0.0 38.9 0.0 0.0 0.0 0.0: 1.8 1.4
Old : 100.0: 60.2 50.3 30.0 1.4 8.0 0.0 38.9 0.0 0.0 0.0 0.0: 1.8 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 7 . . . 0 . 0 0 0 0:
Old : 21: 12 7 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 92.5 91.2 98.0 71.2 86.3 83.7 88.8
Old : 78.7 92.5 91.2 98.0 71.2 86.3 83.7 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,770: 22,175 17,845 150 5,470 2,210 75 130 50 1,060 0 220: 1,830 1,845
Old : 27,770: 22,175 17,845 150 5,470 2,210 75 130 50 1,060 0 220: 1,830 1,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 760: 1,250 -175 0 1,475 -600 0 0 0 35 -15 -35: 110 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 64.3 0.5 19.7 8.0 0.3 0.5 0.2 3.8 0.0 0.8: 6.6 6.6
Old : 100.0: 79.9 64.3 0.5 19.7 8.0 0.3 0.5 0.2 3.8 0.0 0.8: 6.6 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 6 . . . . . . . 0 .:
Old : 25: 13 6 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 81.7 84.5 91.9 63.8 73.8 73.0 77.1
Old : 66.7 81.7 84.5 91.9 63.8 73.8 73.0 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,705: 20,940 17,150 150 5,500 1,925 75 130 50 1,630 0 370: 1,565 1,580
Old : 26,705: 20,940 17,150 150 5,500 1,925 75 130 50 1,630 0 370: 1,565 1,580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 865: 1,335 -90 0 1,475 -500 0 0 0 50 0 -50: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 64.2 0.6 20.6 7.2 0.3 0.5 0.2 6.1 0.0 1.4: 5.9 5.9
Old : 100.0: 78.4 64.2 0.6 20.6 7.2 0.3 0.5 0.2 6.1 0.0 1.4: 5.9 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 5 . . . . . . 4 0 .:
Old : 26: 14 5 . . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 82.6 83.2 93.1 64.1 75.3 71.8 77.7
Old : 67.8 82.6 83.2 93.1 64.1 75.3 71.8 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,339: 27,220 15,624 0 15,816 275 4,795 375 600 900 1,125 0: 1,549 1,524
Old : 35,339: 27,220 15,624 0 15,816 275 4,795 375 600 900 1,125 0: 1,549 1,524
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 200: 200 150 0 -100 0 0 100 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 44.2 0.0 44.8 0.8 13.6 1.1 1.7 2.5 3.2 0.0: 4.4 4.3
Old : 100.0: 77.0 44.2 0.0 44.8 0.8 13.6 1.1 1.7 2.5 3.2 0.0: 4.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 8 0 . . . . . . . 0:
Old : 27: 16 8 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 79.7 81.1 91.2 58.7 73.0 73.1 81.3
Old : 62.8 79.7 81.1 91.2 58.7 73.0 73.1 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,225: 22,895 13,410 0 9,620 960 1,020 575 110 150 815 0: 2,090 1,735
Old : 27,225: 22,895 13,410 0 9,620 960 1,020 575 110 150 815 0: 2,090 1,735
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 200: 200 100 0 -50 0 -50 100 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 49.3 0.0 35.3 3.5 3.7 2.1 0.4 0.6 3.0 0.0: 7.7 6.4
Old : 100.0: 84.1 49.3 0.0 35.3 3.5 3.7 2.1 0.4 0.6 3.0 0.0: 7.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 9 0 . . . . . . . 0:
Old : 25: 14 9 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 74.6 74.2 87.7 52.1 63.9 67.5 73.2
Old : 56.3 74.6 74.2 87.7 52.1 63.9 67.5 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 123,378: 49,109 111,478 32,089 970 2,800 22,260 0 255 9,165 150 25: 7,675 7,700
Old : 123,378: 49,109 111,478 32,089 970 2,800 22,260 0 255 9,165 150 25: 7,675 7,700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 2,680: 425 2,880 2,300 25 -25 0 0 0 130 -50 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 90.4 26.0 0.8 2.3 18.0 0.0 0.2 7.4 0.1 0.0: 6.2 6.2
Old : 100.0: 39.8 90.4 26.0 0.8 2.3 18.0 0.0 0.2 7.4 0.1 0.0: 6.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 23 . . . . 0 . . . .:
Old : 39: 18 23 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 55.7 81.8 74.8 62.5 55.5 76.7 68.7
Old : 65.2 55.7 81.8 74.8 62.5 55.5 76.7 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 110,675: 46,305 100,975 26,690 1,870 1,755 24,860 0 375 5,135 0 0: 5,555 5,700
Old : 110,675: 46,305 100,975 26,690 1,870 1,755 24,860 0 375 5,135 0 0: 5,555 5,700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 2,865: -50 2,605 2,475 0 0 50 0 0 130 0 0: 260 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 91.2 24.1 1.7 1.6 22.5 0.0 0.3 4.6 0.0 0.0: 5.0 5.2
Old : 100.0: 41.8 91.2 24.1 1.7 1.6 22.5 0.0 0.3 4.6 0.0 0.0: 5.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 16 22 . . . . 0 . 4 0 0:
Old : 36: 16 22 . . . . 0 . 4 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 57.5 86.3 76.2 68.1 57.3 80.9 71.9
Old : 70.7 57.5 86.3 76.2 68.1 57.3 80.9 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,410: 18,020 9,180 0 8,195 75 0 675 0 0 0 0: 2,315 2,285
Old : 20,410: 18,020 9,180 0 8,195 75 0 675 0 0 0 0: 2,315 2,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 45.0 0.0 40.2 0.4 0.0 3.3 0.0 0.0 0.0 0.0: 11.3 11.2
Old : 100.0: 88.3 45.0 0.0 40.2 0.4 0.0 3.3 0.0 0.0 0.0 0.0: 11.3 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 17 12 0 . . 0 . 0 0 0 0:
Old : 22: 17 12 0 . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 66.7 72.8 80.0 42.8 53.7 57.3 61.5
Old : 48.2 66.7 72.8 80.0 42.8 53.7 57.3 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,000: 16,505 8,500 0 8,985 820 0 75 0 900 0 0: 775 620
Old : 19,000: 16,505 8,500 0 8,985 820 0 75 0 900 0 0: 775 620
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 44.7 0.0 47.3 4.3 0.0 0.4 0.0 4.7 0.0 0.0: 4.1 3.3
Old : 100.0: 86.9 44.7 0.0 47.3 4.3 0.0 0.4 0.0 4.7 0.0 0.0: 4.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 17 10 0 . . 0 . 0 . 0 0:
Old : 23: 17 10 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 78.8 73.1 90.4 36.2 62.6 55.8 66.7
Old : 53.6 78.8 73.1 90.4 36.2 62.6 55.8 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,370: 31,095 24,755 0 2,725 2,125 0 3,115 0 0 500 0: 6,150 6,150
Old : 39,370: 31,095 24,755 0 2,725 2,125 0 3,115 0 0 500 0: 6,150 6,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: -100: -100 -150 0 50 -50 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 62.9 0.0 6.9 5.4 0.0 7.9 0.0 0.0 1.3 0.0: 15.6 15.6
Old : 100.0: 79.0 62.9 0.0 6.9 5.4 0.0 7.9 0.0 0.0 1.3 0.0: 15.6 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 15 0 . . 0 . 0 0 . 0:
Old : 28: 14 15 0 . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 39.7 77.9 59.3 56.8 34.4 64.9 51.3
Old : 64.5 39.7 77.9 59.3 56.8 34.4 64.9 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, March 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,345: 21,285 18,135 65 990 4,565 0 2,225 0 0 0 0: 4,430 4,430
Old : 30,345: 21,285 18,135 65 990 4,565 0 2,225 0 0 0 0: 4,430 4,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 70: 75 -425 0 500 -225 0 0 0 0 0 0: 220 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 59.8 0.2 3.3 15.0 0.0 7.3 0.0 0.0 0.0 0.0: 14.6 14.6
Old : 100.0: 70.1 59.8 0.2 3.3 15.0 0.0 7.3 0.0 0.0 0.0 0.0: 14.6 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 16 . . . 0 . 0 0 0 0:
Old : 26: 15 16 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 44.0 71.5 64.2 38.7 31.8 49.3 45.8
Old : 46.3 44.0 71.5 64.2 38.7 31.8 49.3 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 17, 2017